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30 May 2023
Risk Parameters Change for the Securities
The following risk parameters will be changed:
Ticker
IR risk (downward scenario) -
SEC
Δ_1 (Y0/Y1)
New value effective for
Current value
New value
RENI
35%
77%
31.05.2023 - 02.06.2023
ISKJ
35%
77%
01.06.2023 - 05.06.2023
NLMK
35%
77%
01.06.2023 - 05.06.2023
NMTP
35%
77%
01.06.2023 - 05.06.2023
VTBR
35%
77%
02.06.2023 - 06.06.2023
AQUA
35%
77%
02.06.2023 - 06.06.2023
MTLR
35%
77%
02.06.2023 - 06.06.2023
RTKM
35%
77%
05.06.2023 - 07.06.2023
